Aosong AM2302 is a calibrated, integrated humidity and temperature sensor, communicating to a micro controller over only 1 digital I/O pin. The sensor provides 16bit resolution, takes only about 0.3mA (0.06mA in standby), and needs a power supply in the range of 3.5 to 5.5V.

The sensor is very easy to connect, and a library and example code for Arduino is available.

The DHT22 is a more precisely device than the cheaper DHT11. You find a comparison in the following list:

3 to 5V power and I/O

2.5mA max current use during conversion (while requesting data)

Good for 0-100% humidity readings with 2-5% accuracy (DHT11: 20-80% with 5%)

Good for -40 to 80°C temperature readings ±0.5°C accuracy (DHT11: 0-50°C with 2%)